Degui Li
Statistics and Probability · 2012–2020
A researcher in the Science corpus: 7 papers; trusts 64 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 68 citations into it
- Economics and Econometrics — 63 citations into it; #12,551 of 23,481 by trust here, #14,051 by citations
- Finance — 38 citations into it
- Artificial Intelligence — 19 citations into it
- Management Science and Operations Research — 12 citations into it
- Control and Systems Engineering — 6 citations into it
- Applied Mathematics — 5 citations into it
Whom Degui Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jianqing Fan
- Peter Hall
- Robert Tibshirani
- B. Hansen
- Oliver B. Linton
- Jay Breidt
- Gerda Claeskens
- Jushan Bai
- Jinchi Lv
- Zongwu Cai
Who trusts Degui Li overall
Papers from Degui Li's perspective
Ordered by how strongly the researchers Degui Li trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Generalized autoregressive conditional heteroskedasticity
- Sure independence screening for ultrahigh dimensional feature space
- The Adaptive Lasso and Its Oracle Properties
- Model selection and estimation in regression with grouped variables
- Estimating the Dimension of a Model
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Nonconcave penalized likelihood with a diverging number of parameters
- Sure independence screening for ultrahigh dimensional feature space Discussion
Their papers
- Long-Range Dependent Curve Time Series (2020) — 107 citations
- Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (2012) — 124 citations
- A flexible semiparametric forecasting model for time series (2015) — 62 citations
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (2018) — 63 citations
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (2018) — 57 citations
- Estimating Smooth Structural Change in Cointegration Models (2017) — 53 citations
- Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (2013) — 48 citations